Loading [MathJax]/extensions/TeX/newcommand.js
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\newcommand{\W}[1]{ \; #1 \; } \newcommand{\R}[1]{ {\rm #1} } \newcommand{\B}[1]{ {\bf #1} } \newcommand{\D}[2]{ \frac{\partial #1}{\partial #2} } \newcommand{\DD}[3]{ \frac{\partial^2 #1}{\partial #2 \partial #3} } \newcommand{\Dpow}[2]{ \frac{\partial^{#1}}{\partial {#2}^{#1}} } \newcommand{\dpow}[2]{ \frac{ {\rm d}^{#1}}{{\rm d}\, {#2}^{#1}} }
This is cppad-20221105 documentation
. Here is a link to its
current documentation
.
Some Numerical AD Utilities
The routines listed below are numerical utilities that are designed to work with CppAD in particular.
Contents
BenderQuad
Computing Jacobian and Hessian of Bender's Reduced Objective
opt_val_hes
Jacobian and Hessian of Optimal Values
LuRatio
LU Factorization of A Square Matrix and Stability Calculation
Input File: omh/appendix/numeric_ad.omh
